+467.1%
DDOG vs ACGL
+151.4%
+315.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.5% |
| 7D | -10.1% | -0.7% | -9.4% | -10.0% |
| 30D | -24.8% | -1.0% | -23.8% | -24.7% |
| 3M | -12.6% | +11.0% | -23.6% | -14.8% |
| 6M | +79.9% | -0.3% | +80.3% | +79.4% |
| YTD | +56.6% | +2.3% | +54.3% | +54.7% |
| 1Y | +61.6% | +6.4% | +55.2% | +57.8% |
| 3Y | +117.9% | +34.0% | +83.9% | +97.7% |
| 5Y | +54.2% | +161.6% | -107.4% | +15.5% |
| All | +467.1% | +151.4% | +315.6% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling